Scalable MCMC for large data problems using data subsampling and the difference estimator
Year of publication: |
2015
|
---|---|
Authors: | Quiroz, Matias ; Villani, Mattias ; Kohn, Robert |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Bayesian inference | Markov Chain Monte Carlo | Pseudo-marginal MCMC | estimated likelihood | GLM for large data |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 832333557 [GVK] hdl:10419/129717 [Handle] RePEc:hhs:rbnkwp:0306 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; c55 ; C83 - Survey Methods; Sampling Methods |
Source: |
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Quiroz, Matias, (2015)
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Speeding up MCMC by delayed acceptance and data subsampling
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Scalable MCMC for large data problems using data subsampling and the difference estimator
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